Firstly check you have the correct settings as shown here
http://community.o2.co.uk/t5/Android-Devices-Samsung-HTC-Sony/Connecting-Android-Phone-to-Data-Servi...If you are PAYG you will need credit as they are an additional cost to included text messages.
Finally, if neither of the above fix it, call CS to have your account checked to make sure MMS are active.
http://www.o2.co.uk/contactus
I have no affiliation whatsoever with O2 or any subsidiary companies. Comments posted are entirely of my own opinion. This is not Customer Service so we are unable to help with account specific issues.
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